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MRCI's Free Historical Futures Prices for

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MRCI's Free Historical Futures Prices
Daily Futures Price Listing Tue December 12, 2000
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jan01 001212 508.00 513.00 506.50 507.25 -3.75 25,989 73,560 -748
Mar01 001212 517.00 521.00 515.00 515.50 -3.50 10,239 50,315 +1,412
May01 001212 520.50 525.00 520.00 520.75 -3.25 3,263 23,004 -132
Jul01 001212 527.00 531.00 525.50 526.00 -2.50 3,008 26,840 +202
Aug01 001212 528.00 529.00 525.00 525.25 -3.75 83 1,346 -27
Sep01 001212 526.00 526.00 520.00 520.00 -4.50 23 597 -7
Nov01 001212 525.50 528.50 522.00 522.00 -3.50 555 9,373 +236
Total Volume and Open Interest 43,161 185,079 +941
Soybean Meal(CBOT)
Dec00 001212 191.20 193.50 191.00 193.40 +2.00 3,586 5,109 -1,235
Jan01 001212 189.50 191.50 188.80 190.30 +0.50 9,475 46,545 -569
Mar01 001212 186.70 188.70 186.30 186.70 -0.60 5,052 40,922 +667
May01 001212 182.00 184.70 182.00 182.60 -1.00 1,368 18,902 +188
Jul01 001212 181.00 182.90 180.50 180.90 -1.00 1,034 11,885 +20
Aug01 001212 178.00 180.00 178.00 178.20 -0.80 25 3,317 -12
Sep01 001212 177.50 178.30 177.00 177.50 -1.50 61 1,882 -7
Oct01 001212 174.00 176.50 173.50 173.80 -0.30 4 814 +3
Total Volume and Open Interest 20,832 132,064 -897
Soybean Oil(CBOT)
Dec00 001212 14.90 14.90 14.70 14.72 -0.09 123 386 -46
Jan01 001212 15.08 15.10 14.87 14.91 -0.12 5,406 37,843 -2,344
Mar01 001212 15.48 15.51 15.26 15.32 -0.12 3,202 48,703 +378
May01 001212 15.95 15.95 15.71 15.72 -0.13 939 15,225 -513
Jul01 001212 16.28 16.29 16.11 16.12 -0.15 1,058 12,105 +141
Aug01 001212 16.43 16.43 16.21 16.23 -0.14 0 2,623 +0
Sep01 001212 16.59 16.59 16.36 16.36 -0.11 1 2,330 +0
Oct01 001212 16.66 16.66 16.66 16.66 -0.09 7 2,353 +3
Total Volume and Open Interest 10,924 128,270 -2,324
Canola(WCE)
Jan01 001212 269.8 270.3 269.0 269.7 +0.1 6,091 27,937 -1,157
Mar01 001212 275.3 276.1 275.0 275.6 +0.3 2,988 27,971 -267
May01 001212 280.2 281.3 280.2 280.6 -0.6 205 3,383 +105
Jul01 001212 286.6 286.9 285.9 286.4 -0.2 230 4,380 +140
Aug01 001212 285.5 285.5 285.5 285.5 unch 0 58 +0
Total Volume and Open Interest 9,519 65,472 -1,179
Corn(CBOT)
Dec00 001212 207.00 207.00 205.75 206.75 -0.25 1,819 5,557 -1,176
Jan01 001212 208.50 208.75 208.00 208.25 -0.75 619 2,774 -134
Mar01 001212 216.75 216.75 215.75 216.25 -0.75 30,647 241,865 -2,702
May01 001212 224.75 225.00 223.75 224.50 -0.50 4,446 59,948 +365
Jul01 001212 232.50 232.50 231.50 232.50 -0.25 2,165 58,833 +70
Sep01 001212 239.50 240.00 239.50 239.50 -0.25 202 7,207 +200
Total Volume and Open Interest 43,452 412,173 -2,481
Wheat(CBOT)
Dec00 001212 255.50 258.50 254.50 254.50 -0.50 944 1,089 +204
Mar01 001212 271.50 275.00 269.75 270.50 -0.25 9,870 96,665 -289
May01 001212 283.50 285.75 281.00 281.25 -1.00 890 9,908 +51
Jul01 001212 293.00 296.00 290.50 291.75 -0.50 1,009 22,094 -235
Sep01 001212 301.50 301.50 301.00 301.25 -0.75 11 1,125 +10
Total Volume and Open Interest 12,739 133,932 -241
Wheat(KCBT)
Dec00 001212 305.00 307.25 302.50 302.50 -2.25 132 98 -200
Mar01 001212 318.50 320.50 315.50 316.00 -1.25 3,230 52,213 -1,127
May01 001212 328.00 329.25 325.00 325.00 -1.00 272 5,022 -60
Jul01 001212 335.00 337.75 333.50 333.50 -0.75 707 9,429 -73
Sep01 001212 342.00 344.50 341.00 341.00 -1.00 5 359 +1
Total Volume and Open Interest 4,346 67,239 -1,459
Wheat(MGE)
Dec00 001212 314.00 314.00 314.00 314.00 unch 0 6 +0
Mar01 001212 323.50 325.00 320.50 321.00 -1.25 1,719 17,356 +359
May01 001212 331.25 333.50 330.25 330.50 unch 234 3,331 +115
Jul01 001212 340.00 341.00 337.50 337.75 unch 32 2,190 +13
Sep01 001212 347.25 348.00 345.50 345.75 +0.25 0 666 +0
Total Volume and Open Interest 1,985 23,756 +487
Oats(CBOT)
Dec00 001212 102.25 102.25 102.00 102.00 +1.00 64 28 -42
Mar01 001212 110.75 110.75 109.75 110.00 unch 406 10,808 +40
May01 001212 116.50 116.50 116.00 116.00 unch 164 1,248 +23
Jul01 001212 121.50 122.25 121.50 121.50 -0.25 34 886 +34
Total Volume and Open Interest 857 14,178 +108
Rough Rice(CBOT)
Jan01 001212 6.23 6.23 6.18 6.19 -0.04 231 3,015 -110
Mar01 001212 6.48 6.49 6.46 6.46 -0.04 133 1,682 +27
May01 001212 6.72 6.72 6.71 6.71 -0.03 29 593 +12
Jul01 001212 6.92 6.92 6.92 6.92 -0.02 0 558 +0
Total Volume and Open Interest 393 6,069 -71
Live Cattle(CME)
Dec00 001212 76.400 76.800 75.975 76.725 +0.250 2,754 13,696 -890
Feb01 001212 76.900 77.600 76.500 77.500 +0.500 5,510 66,193 -36
Apr01 001212 77.650 78.250 77.350 78.225 +0.575 1,328 28,958 +16
Jun01 001212 73.550 74.250 73.450 74.200 +0.500 874 9,976 +122
Aug01 001212 73.650 74.300 73.500 74.175 +0.475 305 9,675 -13
Oct01 001212 75.100 75.725 75.050 75.725 +0.475 139 2,325 +93
Total Volume and Open Interest 11,053 131,432 -650
Feeder Cattle(CME)
Jan01 001212 91.200 91.450 90.750 91.325 +0.250 894 8,672 +118
Mar01 001212 90.150 90.400 89.675 90.375 +0.150 684 5,083 +79
Apr01 001212 89.600 89.950 89.200 89.950 +0.225 139 1,899 +32
May01 001212 88.950 89.200 88.500 89.200 +0.225 46 1,871 +30
Aug01 001212 88.750 89.400 88.750 89.325 +0.325 14 907 +5
Sep01 001212 88.900 89.225 88.750 89.225 +0.300 0 201 +0
Oct01 001212 88.750 89.225 88.650 89.225 +0.150 1 98 +1
Total Volume and Open Interest 1,780 18,790 +266
Lean Hogs(CME)
Dec00 001212 57.800 58.050 57.600 57.875 +0.150 2,918 6,702 -1,010
Feb01 001212 59.100 59.150 58.450 58.800 -0.375 4,673 28,672 +333
Apr01 001212 58.250 58.350 57.825 58.125 -0.400 714 5,967 +67
Jun01 001212 63.800 63.875 63.350 63.850 -0.150 321 4,226 +189
Jul01 001212 61.750 61.850 61.300 61.350 -0.525 56 1,232 +29
Aug01 001212 59.550 59.650 59.400 59.500 -0.325 52 610 +22
Oct01 001212 51.500 51.750 51.300 51.300 -0.500 15 1,060 +6
Dec01 001212 48.400 48.500 48.400 48.500 -0.150 5 999 +4
Total Volume and Open Interest 8,754 49,498 -360
Pork Bellies(CME)
Feb01 001212 69.500 69.500 68.025 68.200 -1.150 1,081 2,162 +74
Mar01 001212 68.600 68.950 68.050 68.250 -1.050 125 158 +19
May01 001212 69.850 69.850 69.500 69.500 -0.450 36 136 +5
Jul01 001212 70.150 70.500 69.850 69.850 -1.225 15 59 -1
Aug01 001212 69.800 69.800 69.800 69.800 -1.500 3 28 +1
Total Volume and Open Interest 1,260 2,543 +98
Cocoa(NYBOT)
Dec00 001212 697 697 674 674 -22 7 8 -3
Mar01 001212 715 719 707 716 -3 1,431 48,019 +178
May01 001212 738 740 727 736 -5 480 18,361 +107
Jul01 001212 760 760 753 758 -5 361 14,675 -107
Sep01 001212 781 782 776 779 -5 0 11,603 +0
Dec01 001212 808 809 805 809 -5 32 13,045 +0
Mar02 001212 837 838 836 837 -7 25 11,747 -5
Total Volume and Open Interest 2,724 138,464 +316
Coffee "C"(NYBOT)
Dec00 001212 64.00 64.20 64.00 64.20 +0.10 114 544 -35
Mar01 001212 67.50 69.10 67.50 68.25 -0.10 4,771 30,697 -487
May01 001212 71.00 72.20 70.80 71.30 -0.10 695 6,396 +215
Jul01 001212 74.25 75.20 74.20 74.40 unch 175 2,794 +4
Sep01 001212 77.25 78.15 77.25 77.35 -0.05 16 2,658 -3
Dec01 001212 81.90 82.25 81.60 81.60 -0.10 61 1,927 +3
Total Volume and Open Interest 5,847 45,073 -293
Orange Juice(NYBOT)
Jan01 001212 86.00 86.40 83.10 83.25 -0.95 2,104 13,932 -1,682
Mar01 001212 90.50 90.50 86.80 87.15 -1.15 2,137 13,912 +1,285
May01 001212 92.15 92.15 89.35 89.80 -0.90 59 2,156 +28
Jul01 001212 93.50 93.50 91.50 92.00 -0.80 12 755 +11
Sep01 001212 94.25 94.25 94.25 94.25 -1.25 0 326 +0
Total Volume and Open Interest 4,312 31,529 -358
Sugar #11(NYBOT)
Mar01 001212 9.73 9.75 9.63 9.65 -0.05 9,037 70,226 +370
May01 001212 9.22 9.29 9.19 9.20 -0.05 1,118 18,381 +11
Jul01 001212 8.63 8.69 8.63 8.63 -0.05 758 23,189 -134
Oct01 001212 8.24 8.27 8.24 8.25 -0.01 281 20,315 -51
Mar02 001212 8.19 8.19 8.15 8.15 -0.01 80 8,748 +6
Total Volume and Open Interest 11,294 143,395 +222
London Cocoa(LCE)
Dec00 001212 534 537 533 534 -4 3,911 13,944 -3,097
Mar01 001212 553 555 550 553 -2 3,860 60,030 +48
May01 001212 566 567 560 565 -2 1,043 32,878 +872
Jul01 001212 580 581 576 578 -3 504 15,518 +325
Sep01 001212 594 594 586 592 -3 536 22,091 +343
Dec01 001212 619 619 615 615 -4 27 9,198 +2
Mar02 001212 640 640 634 636 -5 657 18,066 +255
Total Volume and Open Interest 10,972 191,259 -1,150
London Coffee(LCE)
Jan01 001212 600.00 608.00 597.00 608.00 +8.00 1,503 24,358 -112
Mar01 001212 621.00 629.00 618.00 628.00 +6.00 1,992 18,835 -270
May01 001212 647.00 650.00 640.00 650.00 +4.00 275 7,854 +26
Jul01 001212 665.00 671.00 665.00 671.00 +2.00 43 3,526 +1
Sep01 001212 689.00 693.00 687.00 693.00 +2.00 38 1,963 -2
Nov01 001212 708.00 717.00 708.00 717.00 +2.00 25 3,768 -9
Total Volume and Open Interest 3,910 60,781 -333
London Sugar(LCE)
Dec00 001115 225.50 233.60 224.60 225.00 -0.30 902 2,074 -764
Mar01 001212 244.40 244.40 242.00 242.40 -0.70 1,016 23,375 +141
May01 001212 239.90 240.00 238.90 238.90 -0.60 281 4,502 -63
Aug01 001212 236.00 236.50 235.10 235.10 -0.70 67 6,891 -2
Oct01 001212 229.40 229.50 227.80 227.80 -0.70 25 2,496 +10
Total Volume and Open Interest 1,407 38,576 +84
Cotton(NYBOT)
Mar01 001212 66.60 66.65 65.57 65.59 -1.83 2,664 34,667 -65
May01 001212 68.40 68.40 67.35 67.38 -1.71 583 13,099 -13
Jul01 001212 69.44 69.44 68.56 68.56 -1.44 446 7,219 +41
Oct01 001212 66.12 66.12 65.60 65.60 -0.80 70 820 +29
Dec01 001212 65.30 65.30 64.80 64.90 -0.67 303 6,930 +81
Mar02 001212 66.05 66.05 66.05 66.05 -0.70 8 96 +3
Total Volume and Open Interest 9,080 62,968 +81
Lumber(CME)
Jan01 001212 218.0 220.0 217.1 218.1 -2.2 426 2,017 -142
Mar01 001212 230.5 231.0 228.5 230.0 -1.0 212 1,423 +8
May01 001212 236.6 237.6 235.7 237.2 -0.1 68 680 +21
Jul01 001212 244.9 247.4 243.5 245.2 +1.0 36 192 +23
Total Volume and Open Interest 742 4,356 -90
Crude Oil(NYM)
Jan01 001212 29.60 29.74 28.95 29.68 +0.18 77,299 82,188 -11,407
Feb01 001212 29.07 29.20 28.40 29.10 +0.06 47,220 71,899 +4,769
Mar01 001212 28.60 28.60 28.00 28.57 unch 11,125 35,257 -555
Apr01 001212 28.10 28.14 27.65 28.14 -0.02 1,656 25,121 -784
May01 001212 27.80 27.80 27.35 27.75 -0.02 1,355 17,373 +457
Jun01 001212 27.35 27.40 27.00 27.40 -0.04 2,771 29,723 -241
Jul01 001212 26.92 27.08 26.92 27.08 -0.06 633 12,112 +89
Aug01 001212 26.45 26.78 26.45 26.78 -0.08 114 10,850 +4
Sep01 001212 26.20 26.50 26.20 26.50 -0.10 165 11,701 -73
Oct01 001212 25.85 26.24 25.85 26.24 -0.11 563 8,362 -249
Total Volume and Open Interest 145,564 451,661 -7,686
Heating Oil(NYM)
Jan01 001212 98.50 98.50 94.60 96.12 -2.15 26,410 46,184 -3,733
Feb01 001212 93.90 94.00 91.10 92.63 -1.99 12,666 35,913 +3,161
Mar01 001212 86.80 87.00 85.25 85.88 -1.49 3,923 18,281 -535
Apr01 001212 79.20 79.65 78.60 79.28 -1.09 997 10,388 -356
May01 001212 75.00 75.60 74.70 74.83 -0.84 490 6,619 +52
Jun01 001212 73.20 73.70 72.30 72.93 -0.84 164 5,968 -34
Jul01 001212 72.60 72.75 72.00 72.08 -0.84 125 3,584 +12
Aug01 001212 72.30 72.50 71.83 71.83 -0.84 28 3,802 +23
Sep01 001212 72.90 73.00 71.90 72.33 -0.84 633 2,476 +183
Oct01 001212 73.50 73.50 72.88 72.88 -0.74 23 1,361 +20
Total Volume and Open Interest 46,078 142,761 -1,030
Unleaded Gas(NYM)
Jan01 001212 76.90 76.90 75.00 76.53 -0.01 13,988 26,955 -212
Feb01 001212 77.20 77.55 75.70 77.30 -0.10 7,029 14,192 +1,524
Mar01 001212 76.90 78.00 76.90 77.92 -0.13 3,923 10,892 +1,283
Apr01 001212 82.70 83.37 82.40 83.37 -0.13 2,457 11,361 +631
May01 001212 82.40 82.90 82.40 82.90 -0.20 1,747 8,400 -216
Jun01 001212 82.35 82.35 81.50 82.07 -0.28 1,257 5,226 +137
Jul01 001212 80.40 80.77 80.40 80.77 -0.33 150 2,657 +50
Aug01 001212 78.70 78.92 78.70 78.92 -0.38 660 6,703 +345
Total Volume and Open Interest 32,373 90,500 +3,983
Natural Gas(NYM)
Jan01 001212 8.900 8.950 8.010 8.145 -1.268 17,827 49,985 -776
Feb01 001212 8.650 8.700 7.850 8.003 -1.111 8,712 35,292 +699
Mar01 001212 7.350 7.850 7.230 7.433 -0.751 4,477 36,403 -172
Apr01 001212 5.700 5.700 5.110 5.433 -0.507 3,074 24,502 +765
May01 001212 4.950 5.050 4.700 4.990 -0.280 1,265 21,084 +152
Jun01 001212 5.000 5.050 4.750 4.960 -0.265 818 15,759 +80
Jul01 001212 4.950 5.020 4.700 4.945 -0.260 894 12,032 +343
Aug01 001212 4.950 5.010 4.650 4.925 -0.260 162 13,960 +42
Total Volume and Open Interest 39,640 388,028 +1,421
Brent Crude Oil(IPE)
Jan01 001212 27.60 27.82 26.80 27.06 -0.48 20,971 24,890 -3,528
Feb01 001212 27.66 27.92 26.90 27.37 -0.09 22,861 73,322 -1,492
Mar01 001212 27.34 27.56 26.55 27.19 -0.04 11,068 58,117 +309
Apr01 001212 26.93 26.93 26.15 26.77 -0.10 4,449 36,103 -358
May01 001212 26.45 26.52 25.82 26.43 -0.12 874 10,984 -198
Jun01 001212 26.20 26.20 25.50 26.09 -0.17 1,109 18,389 -71
Jul01 001212 25.70 25.80 25.21 25.80 -0.19 3 10,491 -249
Aug01 001212 25.56 25.56 25.56 25.56 -0.17 3 10,431 +3
Total Volume and Open Interest 62,565 289,062 -5,515
Gas Oil(IPE)
Dec00 001212 263.75 265.25 260.00 260.00 unch 16,593 7,314 -5,572
Jan01 001212 262.00 264.75 250.00 253.00 -6.25 20,805 30,013 -343
Feb01 001212 256.00 257.00 246.50 248.00 -4.25 4,828 14,620 +1,470
Mar01 001212 247.75 248.00 238.00 239.25 -4.25 907 9,334 -74
Apr01 001212 238.00 238.00 230.00 231.50 -3.25 1,243 6,371 +219
May01 001212 230.00 230.00 224.00 225.00 -2.75 285 2,031 +88
Jun01 001212 225.50 225.50 220.50 220.50 -3.00 1,775 14,024 -85
Jul01 001212 220.50 220.50 220.50 220.50 -2.00 25 4,349 +25
Total Volume and Open Interest 46,475 96,969 -4,308
US Dollar Index(NYBOT)
Dec00 001212 114.32 114.65 114.15 114.23 unch 2,506 1,124 -2,244
Mar01 001212 114.10 114.47 113.62 114.01 -0.05 5,104 3,630 -3,476
Jun01 001212 113.84 113.84 113.84 113.84 -0.05 5,104 3,630 -3,476
Total Volume and Open Interest 5,104 3,630 -3,476
Australian Dollar(IMM)
Dec00 001212 54.28 54.28 53.97 54.16 +0.01 5,940 15,078 -3,550
Mar01 001212 54.27 54.29 53.95 54.21 +0.01 6,285 13,651 +4,178
Jun01 001212 54.26 54.26 54.25 54.26 +0.01 10 18 +2
Total Volume and Open Interest 12,235 28,759 +630
British Pound(IMM)
Dec00 001212 144.90 145.06 144.50 145.00 -0.76 8,568 24,769 -2,965
Mar01 001212 145.10 145.28 144.74 145.24 -0.76 7,889 15,305 +3,372
Jun01 001212 145.50 145.50 145.10 145.50 -0.76 0 2 +0
Total Volume and Open Interest 16,461 40,083 +405
Canadian Dollar(IMM)
Dec00 001212 65.49 65.68 65.38 65.45 -0.17 12,663 39,067 -4,266
Mar01 001212 65.61 65.79 65.51 65.58 -0.17 13,474 30,231 +8,385
Jun01 001212 65.65 65.85 65.65 65.69 -0.17 254 3,529 +78
Sep01 001212 65.75 65.95 65.75 65.79 -0.17 49 1,190 +8
Total Volume and Open Interest 26,460 74,541 +4,202
Japanese Yen(IMM)
Dec00 001212 89.82 89.90 89.58 89.82 -0.61 32,409 65,431 +96
Mar01 001212 91.15 91.22 90.90 91.14 -0.60 37,189 48,867 +23,061
Jun01 001212 92.32 92.44 92.32 92.44 -0.59 16 38 +0
Total Volume and Open Interest 69,689 114,507 +23,173
Swiss Franc(IMM)
Dec00 001212 58.42 58.45 58.25 58.43 -0.01 24,787 39,023 -4,067
Mar01 001212 58.91 58.91 58.70 58.89 unch 16,653 25,871 +10,820
Jun01 001212 59.29 59.29 59.28 59.29 unch 0 19 +0
Total Volume and Open Interest 41,440 64,914 +6,753
EuroFX(IMM)
Dec00 001212 87.85 88.06 87.56 88.05 +0.30 15,365 63,300 -8,629
Mar01 001212 88.22 88.43 87.90 88.40 +0.30 17,235 31,941 +10,409
Jun01 001212 88.40 88.70 88.40 88.70 +0.30 136 256 +63
Total Volume and Open Interest 32,736 95,892 +1,843
Mexican Peso(IMM)
Dec00 001212 10560.0 10560.0 10510.0 10528.0 -37.0 10,860 12,698 -1,043
Mar01 001212 10300.0 10300.0 10220.0 10243.0 -52.0 13,204 15,900 +3,054
Total Volume and Open Interest 24,066 33,325 +2,010
30-Year T-Bonds(CBOT)
Dec00 001212 103~04 103~14 102~28 103~13 +0~05 2,552 48,436 -2,213
Mar01 001212 103~09 103~16 102~28 103~13 +0~03 74,743 393,261 -2,282
Jun01 001212 103~12 103~12 103~12 103~12 +0~04 46 1,141 +40
Total Volume and Open Interest 77,351 443,152 -4,445
Municipal Bonds(CBOT)
Dec00 001212 101~26 102~02 101~25 102~02 +0~01 1,110 10,720 -845
Mar01 001212 101~15 101~19 101~08 101~18 unch 1,610 7,735 +321
Total Volume and Open Interest 2,720 18,455 -524
10-Year T-Notes(CBOT)
Dec00 001212 103~030 103~085 102~315 103~085 +0~035 4,607 10,664 -3,637
Mar01 001212 103~095 103~175 103~045 103~160 +0~045 60,839 479,705 -4,382
Total Volume and Open Interest 65,450 492,773 -7,906
5-Year T-Notes(CBOT)
Dec00 001212 102~065 102~110 102~045 102~110 +0~015 9,771 55,738 -2,773
Mar01 001212 102~070 102~125 102~040 102~120 +0~015 28,150 333,776 +1,113
Jun01 001212 102~230 102~230 102~230 102~230 +0~015 0 5 +0
Total Volume and Open Interest 37,921 389,519 -1,660
2 Year T-Notes(CBOT)
Dec00 001212 100~088 100~093 100~088 100~093 unch 0 707 +0
Mar01 001212 101~002 101~005 100~121 101~005 unch 3,270 75,568 +422
Total Volume and Open Interest 3,270 76,275 +422
3-Mth T-Bills(IMM)
Mar01 001212 94.33 94.33 94.32 94.33 0.00 21 1,567 +0
Total Volume and Open Interest 94 2,716 -21
Eurodollars(IMM)
Dec00 001212 93.412 93.415 93.408 93.412 unch 32,902 456,271 -1,435
Mar01 001212 93.775 93.795 93.760 93.790 +0.010 44,167 560,540 -5,031
Jun01 001212 93.975 93.990 93.955 93.985 unch 45,860 417,813 -2,294
Sep01 001212 94.065 94.090 94.050 94.085 unch 40,307 466,649 +2,254
Dec01 001212 94.000 94.020 93.980 94.020 unch 16,156 303,037 -2,562
Mar02 001212 94.070 94.080 94.040 94.080 unch 16,846 245,031 +3,224
Jun02 001212 94.010 94.025 93.985 94.025 -0.010 21,434 165,942 -2,837
Sep02 001212 93.960 93.980 93.940 93.980 -0.010 14,347 124,071 +1,076
Dec02 001212 93.855 93.865 93.825 93.865 -0.015 5,614 96,765 +1,356
Mar03 001212 93.890 93.900 93.860 93.900 -0.015 5,905 81,136 -465
Jun03 001212 93.860 93.870 93.830 93.870 -0.015 4,845 65,182 +1,500
Sep03 001212 93.830 93.840 93.800 93.840 -0.015 4,482 62,228 +754
Total Volume and Open Interest 290,616 3,465,559 -1,129
3-Mth Euro-Yen(IMM)
Dec00 001212 99.42 99.43 99.42 99.42 +0.04 1,735 23,257 +1,743
Mar01 001212 99.51 99.51 99.51 99.51 +0.02 294 25,401 -866
Jun01 001212 99.56 99.56 99.54 99.56 +0.02 275 9,823 -1,510
Sep01 001212 99.52 99.52 99.51 99.51 +0.01 46 11,000 +123
Dec01 001212 99.43 99.43 99.43 99.43 +0.02 0 6,131 +0
Mar02 001212 99.39 99.40 99.39 99.39 unch 129 3,058 -131
Jun02 001212 99.35 99.35 99.35 99.35 unch 0 1,030 -1
Sep02 001212 99.24 99.24 99.24 99.24 unch 0 867 +0
Dec02 001212 99.08 99.08 99.08 99.08 unch 0 32 +0
Mar03 001212 99.05 99.05 99.05 99.05 unch      
Total Volume and Open Interest 2,479 80,599 -642
3-Mth Euro-Yen(SIMEX)
Mar01 001212 99.48 99.52 99.47 99.51 +0.02 0 100,327 +2,413
Jun01 001212 99.53 99.56 99.53 99.55 +0.01 0 85,983 +328
Sep01 001212 99.50 99.53 99.50 99.52 +0.02 0 66,194 -439
Dec01 001212 99.42 99.43 99.41 99.43 +0.02 0 29,894 +232
Mar02 001212 99.39 99.40 99.39 99.40 +0.01 0 15,657 -155
Jun02 001212 99.32 99.36 99.32 99.35 +0.02 0 8,682 +491
Sep02 001212 99.25 99.25 99.25 99.25 +0.03 0 5,938 +50
Dec02 001212 99.11 99.11 99.11 99.11 +0.01 0 825 +0
Total Volume and Open Interest 0 411,717 +828
German Euro-Bund(EUREX)
Mar01 001212 107.57 107.58 107.30 107.52 -0.11 307,548 0 -689,636
Jun01 001212 107.27 107.27 107.22 107.24 -0.13 1,512 0 -5,587
Sep01 001212 107.09 107.09 107.09 107.09 -0.11      
Total Volume and Open Interest      
German Euro-Bobl(EUREX)
Mar01 001212 104.79 104.86 104.70 104.85 +0.03 160,528 385,323 +4,815
Jun01 001212 104.78 104.80 104.75 104.78 +0.04 846 2,560 +156
Sep01 001212 104.64 104.64 104.64 104.64 +0.03      
Total Volume and Open Interest 161,374 387,883  
Long Gilt(LIFFE)
Dec00 001212 115~15 115~18 115~04 115~11 -0~07 1,841 6,940 -1,137
Mar01 001212 115~05 115~07 114~24 115~01 -0~06 20,433 76,799 -215
Total Volume and Open Interest 22,274 83,739 -1,352
3-Mth Short Sterling(LIFFE)
Dec00 001212 93.99 94.00 93.99 94.00 unch 5,847 151,694 -1,031
Mar01 001212 94.18 94.19 94.15 94.17 -0.01 13,484 192,463 -3,216
Jun01 001212 94.33 94.35 94.31 94.32 -0.01 12,751 159,565 +3,966
Total Volume and Open Interest 57,234 893,752 -25
3-Mth Euribor(LIFFE)
Dec00 001212 95.035 95.035 95.020 95.035 unch 29,808 260,118 -8,270
Mar01 001212 95.100 95.105 95.070 95.105 +0.005 52,867 314,788 +3,340
Jun01 001212 95.205 95.210 95.175 95.205 unch 32,192 251,161 +4,782
Total Volume and Open Interest 198,199 1,500,123 -2,777
3-Mth Aus T-Bills(SFE)
Dec00 001207 93.80 93.84 93.80 93.82 +0.02 15,219 147,664 +0
Mar01 001212 94.07 94.10 94.07 94.10 +0.01 10,138 169,306 -26,372
Jun01 001212 94.21 94.22 94.19 94.22 -0.01 3,746 52,676 +1,681
Sep01 001212 94.31 94.31 94.27 94.30 -0.01 1,582 26,289 +464
Dec01 001212 94.29 94.32 94.29 94.32 unch 375 14,161 -158
Mar02 001212 94.28 94.28 94.28 94.28 -0.01 210 10,045 +375
Jun02 001212 94.19 94.20 94.17 94.20 unch 75 6,179 +100
Sep02 001212 94.11 94.12 94.09 94.12 +0.01 403 5,678 +261
Dec02 001212 94.03 94.04 94.02 94.04 unch 535 3,019 +443
Mar03 001212 93.98 93.98 93.98 93.98 +0.01 461 1,631 +309
Total Volume and Open Interest 17,980 293,194 +0
10-Year Aus T-Bonds(SFE)
Dec00 001212 94.36 94.40 94.36 94.39 +0.03 4,378 179,619 -4,325
Mar01 001212 94.39 94.42 94.39 94.41 +0.02 10,062 15,232 +7,542
Total Volume and Open Interest 6,451 194,851 +3,217
3-Year Aus T-Bonds(SFE)
Dec00 001212 94.55 94.56 94.53 94.56 +0.01 3,812 532,169 -15,764
Mar01 001212 94.60 94.64 94.59 94.63 +0.01 810 46,989 +20,106
Total Volume and Open Interest 4,622 579,158 +0
Gold(CMX)
Dec00 001212 270.3 270.3 269.5 270.3 +0.1 120 284 -12
Feb01 001212 273.4 273.9 272.5 273.2 +0.1 20,089 71,414 +1
Apr01 001212 276.4 276.4 275.0 275.7 +0.1 82 7,082 -12
Jun01 001212 278.3 278.3 277.9 278.2 +0.1 181 12,240 +60
Aug01 001212 280.4 280.4 280.4 280.4 +0.1 0 3,231 -1
Oct01 001212 282.4 282.4 282.4 282.4 +0.1 0 693 +0
Total Volume and Open Interest 20,669 111,584 +42
Silver(CMX)
Dec00 001212 467.5 467.5 466.0 466.0 +0.4 49 704 -19
Mar01 001212 473.0 478.0 472.5 473.5 +0.2 4,743 57,419 -26
May01 001212 478.5 478.5 477.0 477.6 +0.2 15 2,227 +3
Jul01 001212 482.0 482.0 482.0 482.0 +0.2 3 3,718 +1
Sep01 001212 486.4 486.4 486.4 486.4 +0.2 0 3,085 +0
Total Volume and Open Interest 4,818 74,579 -47
Platinum(NYM)
Jan01 001212 618.1 622.0 615.0 619.6 +5.5 709 7,893 -67
Apr01 001212 610.0 610.6 608.0 610.6 +5.5 335 923 +220
Total Volume and Open Interest 1,044 8,826 +153
Palladium(NYME)
Dec00 001212 940.00 940.00 931.15 931.15 +12.10 0 10 +0
Mar01 001212 940.00 949.00 919.00 931.15 +12.10 89 1,740 +43
Jun01 001212 926.15 926.15 926.15 926.15 +12.10 0 136 +0
Total Volume and Open Interest 89 1,886 +43
Copper(CMX)
Dec00 001212 88.60 88.60 87.85 88.35 -0.60 1,327 4,942 -498
Mar01 001212 88.80 88.90 87.90 88.50 -0.65 9,052 31,724 -720
May01 001212 88.15 88.45 87.80 88.10 -0.55 106 3,835 +24
Jul01 001212 88.10 88.35 87.50 87.90 -0.55 785 5,252 +439
Sep01 001212 88.00 88.00 87.50 87.75 -0.55 4 2,328 +0
Total Volume and Open Interest 12,549 70,560 -736
DJIA Index(CBOT)
Dec00 001212 10715 10850 10700 10809 +74 2,127 14,221 -548
Mar01 001212 10856 11000 10840 10950 +75 9,298 11,469 +1,265
Jun01 001212 10915 11087 10915 11087 +75 0 11 -2
Sep01 001212 11223 11223 11223 11223 +75 0 1 +0
Total Volume and Open Interest 11,425 25,709 +715
S & P 500(CME)
Dec00 001212 1376.00 1381.50 1371.00 1378.90 -3.60 96,838 185,435 -27,708
Mar01 001212 1396.50 1402.00 1391.00 1399.30 -3.70 109,579 343,443 +34,766
Jun01 001212 1418.70 1418.70 1411.30 1418.70 -3.60 381 3,478 +82
Sep01 001212 1438.20 1438.20 1431.10 1438.20 -3.90 190 659 +20
Total Volume and Open Interest 207,032 533,476 +7,161
S & P 500 E-Mini(Globex)
Dec00 001212 1380.50 1381.25 1355.00 1379.00 -3.50 3,868 59,854 -3,105
Mar01 001212 1403.00 1403.00 1390.50 1399.25 -3.75 83,005 18,846 +2,138
Total Volume and Open Interest 86,873 78,700 -967
NASDAQ 100(CME)
Dec00 001212 2955.00 2955.00 2860.00 2869.50 -112.00 3,481 28,871 -3,932
Mar01 001212 3000.00 3015.00 2907.00 2920.00 -112.50 3,852 29,385 +9,205
Jun01 001212 2970.50 2970.50 2970.50 2970.50 -113.00 0 2 +1
Total Volume and Open Interest 7,333 58,258 +5,274
NASDAQ 100 E-Mini(GLOBEX)
Dec00 001212 2984.5 2984.5 2854.5 2869.5 -112.0 3,926 5,181 -47,379
Mar01 001212 3030.5 3033.0 2906.5 2920.0 -112.5 75,484 18,106 +6,001
Total Volume and Open Interest 79,410 69,957 +57,852
NYSE Composite(NYBOT)
Dec00 001212 656.50 657.75 655.50 657.00 -1.50      
Mar01 001212 665.25 666.75 663.65 665.75 -1.50      
Jun01 001212 674.50 674.50 674.50 674.50 -1.50      
Total Volume and Open Interest      
S & P Midcap 400(CME)
Dec00 001212 530.00 530.00 515.00 517.45 -16.75 6,608 10,892 -2,052
Mar01 001212 539.00 540.00 524.00 525.50 -16.75 8,873 10,245 +3,423
Jun01 001212 532.70 532.70 532.70 532.70 -16.75 0 1 +0
Total Volume and Open Interest 15,481 21,138 +1,371
Russell 2000(CME)
Dec00 001212 486.00 486.00 477.00 477.15 -11.05 4,572 9,417 -1,432
Mar01 001212 494.50 494.50 483.50 483.75 -11.00 7,169 9,593 +2,684
Jun01 001212 491.35 491.35 491.35 491.35 -11.00      
Total Volume and Open Interest 11,741 19,010 +1,252
Value Line(KCBT)
Dec00 001212 1124.00 1127.00 1118.00 1119.00 -10.00 40 160 -25
Total Volume and Open Interest 62 233 -24
Nikkei 225(CME)
Mar01 001212 15115 15200 15075 15130 +10 1,106 13,267 +379
Jun01 001212 15120 15120 15120 15120 +10 0 3 +0
Total Volume and Open Interest 1,108 13,272 -10,610
Nikkei 225(SIMEX)
Dec00 001207 14730 14820 14630 14660 -220 38,387 62,844 -10,129
Mar01 001212 15150 15300 15090 15115 +10 12,034 84,991 +1,298
Jun01 001212 15095 15095 15095 15095 +10 0 1,641 +0
Total Volume and Open Interest 10,314 87,727 +1,298
CAC 40(MATIF)
Dec00 001212 6107.0 6125.0 6030.0 6035.0 -65.0 45,299 353,863 +7,549
Jan01 001212 6125.5 6143.5 6085.5 6088.5 -44.0 2,220 6,579 +1,833
Feb01 001212 6112.5 6123.0 6100.0 6100.0 -45.5 33 64 -10
Total Volume and Open Interest 47,576 387,222 +13,097
DAX Index(EUREX)
Dec00 001212 6789.0 6816.5 6733.0 6739.0 -51.0 46,494 161,683 -4,825
Mar01 001212 6860.0 6896.0 6814.5 6819.5 -50.0 19,435 55,183 +11,273
Jun01 001212 6908.5 6925.5 6887.5 6887.5 -50.5 141 9,735 -7
Total Volume and Open Interest 66,070 226,601 +6,441
FT-SE 100(LIFFE)
Dec00 001212 6364.00 6397.50 6331.00 6392.50 +24.50 71,693 127,587 -38,166
Mar01 001212 6410.00 6442.50 6378.00 6439.00 +24.50 46,077 138,117 +37,099
Jun01 001212 6504.00 6504.00 6504.00 6504.00 +24.50 600 8,622 +319
Total Volume and Open Interest 118,370 274,326 -748
SPI 200(SFE)
Dec00 001212 3349.0 3352.0 3337.0 3341.0 -4.0 12,382 153,397 +153,397
Mar01 001212 3375.0 3380.0 3365.0 3369.0 -2.0 280 6,974 +6,974
Jun01 001212 3395.0 3395.0 3395.0 3395.0 -3.0 0 174 +174
Total Volume and Open Interest 12,662 160,558 +0
GSCI(CME)
Dec00 001212 253.40 253.40 246.00 249.75 -7.55 5,546 19,675 -5,994
Jan01 001212 252.50 253.90 243.70 246.75 -6.95 5,507 15,619 +5,388
Feb01 001212 240.00 244.50 240.00 240.00 -4.00 0 16 +0
Total Volume and Open Interest 11,053 35,310 -606
Bridge CRB Index(NYBOT)
Jan01 001212 230.00 230.00 228.50 228.55 -1.70 49 465 +10
Feb01 001212 226.00 226.00 225.75 225.80 -1.70 8 665 +4
Apr01 001212 223.25 223.25 223.25 223.25 -1.70 0 310 +0
Total Volume and Open Interest 127 1,440 +14
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 2002 Moore Research Center, Inc. All Rights Reserved.
Some data provided by Prophetfinance.com

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